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Trade: CRV/USDT/360/SMA/MIDPRICE/8197

Strategy
CRV/USDT/360/SMA/MIDPRICE/8197
Pair
CRV_USDT
Interval
6h
Score
435314
Daily Profit
0.195456
Profit Factor
2.390268
Profitability
48.571429
Streak
184.085921
Best Strategy
Training Data Length
1875.250000
Evaluation Time
2025-10-03 05:03
Expiration Time
2025-11-28 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456738.1846 366529.1003 90209.0843 435919.9596 469961.276 -34041.3164
Total P&L (%) 456.7382 366.5291 90.2091 435.92 469.9613 -34.0413
Avg Daily Profit (%) 0.2436 0.1955 0.0481 0.0896 0.0929 -0.0222
Buy And Hold Return (%) 53.0977 53.0977 53.0977 53.0977 53.0977 53.0977
Max Trade Drawdown -203233 -67842 -176735 -338492 -242123 -312214
Profit Factor 1.7818 2.3903 1.2814 1.3501 1.8095 0.9488
Total Trades 71 35 36 71 35 36
Winning Trades 37 17 20 37 17 20
Losing Trades 34 18 16 34 18 16
Profitability (%) 52.1127 48.5714 55.5556 52.1127 48.5714 55.5556
Ratio Avg Win / Avg Loss 1.6374 2.5309 1.0251 1.2406 1.9159 0.759
Largest Winning Trade 104674 104674 42714 226313 226313 114463
Largest Losing Trade -61187 -40157 -61187 -242123 -242123 -109643
Avg Bars in Trades 98 121 75 98 121 75
Avg Bars in Winners 106 121 92 106 121 92
Avg Bars in Losers 89 120 54 89 120 54
Bars Traded 6968 4235 2733 6968 4235 2733
Profit Streak 117.5859 184.0859 117.5859 117.5859 184.0859 117.5859
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78395 435314 -136309 -162764 -65549 -579495
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 1875.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602050400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759457023583,
    "expiration_time": 1764310248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 214,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            456738.1845869734,
            366529.1003108604,
            90209.084276113,
            435919.9595889325,
            469961.2759932058,
            -34041.3164042735
        ],
        [
            456.738185,
            366.5291,
            90.209084,
            435.91996,
            469.961276,
            -34.041316
        ],
        [
            0.243561,
            0.195456,
            0.048105,
            0.089565,
            0.092852,
            -0.022189
        ],
        [
            53.097713,
            53.097713,
            53.097713,
            53.097713,
            53.097713,
            53.097713
        ],
        [
            -203233,
            -67842,
            -176735,
            -338492,
            -242123,
            -312214
        ],
        [
            1.781847,
            2.390268,
            1.281429,
            1.350085,
            1.809479,
            0.94878
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            52.112676,
            48.571429,
            55.555556,
            52.112676,
            48.571429,
            55.555556
        ],
        [
            1.637373,
            2.530872,
            1.025143,
            1.240619,
            1.915919,
            0.759024
        ],
        [
            104674,
            104674,
            42714,
            226313,
            226313,
            114463
        ],
        [
            -61187,
            -40157,
            -61187,
            -242123,
            -242123,
            -109643
        ],
        [
            98,
            121,
            75,
            98,
            121,
            75
        ],
        [
            106,
            121,
            92,
            106,
            121,
            92
        ],
        [
            89,
            120,
            54,
            89,
            120,
            54
        ],
        [
            6968,
            4235,
            2733,
            6968,
            4235,
            2733
        ],
        [
            117.585921,
            184.085921,
            117.585921,
            117.585921,
            184.085921,
            117.585921
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78395,
            435314,
            -136309,
            -162764,
            -65549,
            -579495
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 1875.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602050400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759457023583,
    "expiration_time": 1764310248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 214,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)